-7.4%
TLT vs FTAI
+2,405.9%
-2,413.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.5% |
| 7D | -2.7% | +12.9% | -15.6% | -2.6% |
| 30D | +2.2% | +9.9% | -7.7% | +2.2% |
| 3M | -1.7% | -19.1% | +17.4% | -1.8% |
| 6M | -4.0% | -30.9% | +26.9% | -4.2% |
| YTD | -4.9% | -6.3% | +1.4% | -4.7% |
| 1Y | -7.4% | +20.0% | -27.4% | -6.8% |
| 3Y | +3.0% | +363.0% | -359.9% | +6.3% |
| 5Y | -35.1% | +864.8% | -899.9% | -31.9% |
| 10Y | -12.7% | +2,705.3% | -2,718.0% | -7.6% |
| All | -7.4% | +2,405.9% | -2,413.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling